Impulse responses of antipersistent processes

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 116
Issue: 3
Pages: 454-456

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The behavior of impulse response coefficients as persistence measures is discussed under fractional integration. Results for long memory processes are extended to the antipersistent case of short memory.

Technical Details

RePEc Handle
repec:eee:ecolet:v:116:y:2012:i:3:p:454-456
Journal Field
General
Author Count
1
Added to Database
2026-01-25